On iterative methods and implicit-factorization preconditioners for regularized saddle-point systems

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Persistent URL	http://purl.org/net/epubs/work/50740
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Record Id	50740
Title	On iterative methods and implicit-factorization preconditioners for regularized saddle-point systems
Contributors	HS Dollar, NIM Gould (STFC Rutherford Appleton Lab.), WHA Schilders, AJ Wathen
Abstract	We consider conjugate-gradient like methods for solving block symmetric indefinite linear systems that arise from saddle point problems or, in particular, regularizations thereof. Such methods require preconditioners that preserve certain sub-blocks from the original systems but allow considerable flexibility for remaining blocks. We construct fourteen families of implicit factorizations that are capable of reproducing the required sub-blocks and (some) of the remainder. These generalise known implicit factorizations for the unregularized case. Improved eigenvalue clustering is possible if additionally some of the non-crucial blocks are reproduced. Numerical experiments confirm that these implicit-factorization preconditioners can be very effective in practice.
Organisation	CCLRC , CSE , CSE-NAG
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Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-2005-011. 2005.		dgswRAL2005011.pdf	2005